Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 1 1 1 216
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 0 0 658
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 1 2 343
Persistence-robust Granger causality testing 0 0 2 215 1 2 5 502
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 1 1 2 798
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 0 2 278
Total Working Papers 0 0 2 806 3 5 12 2,795


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 3 4 22 1 4 7 65
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 0 2 35
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 0 37 2 2 2 150
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 1 1 2 73
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 2 2 2 126
Estimating cointegrated systems using subspace algorithms 1 1 6 74 1 1 7 211
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 0 0 13 161
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 0 0 2 28
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 1 2 28 1 3 4 108
Total Journal Articles 1 5 17 267 8 13 41 957


Statistics updated 2025-11-08